+134.1%
HIMS vs SIMO
+486.4%
-352.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +5.7% | -17.5% | -13.4% |
| 7D | -9.1% | -8.2% | -0.9% | -7.4% |
| 30D | -25.8% | -34.6% | +8.8% | -17.3% |
| 3M | -27.4% | -32.6% | +5.2% | -21.4% |
| 6M | -18.9% | -31.8% | +13.0% | -15.1% |
| YTD | -29.4% | +87.6% | -117.0% | -50.7% |
| 1Y | -44.1% | +86.7% | -130.8% | -60.9% |
| 3Y | +246.0% | +227.4% | +18.6% | +96.9% |
| 5Y | +177.1% | +173.0% | +4.1% | +61.3% |
| All | +134.1% | +486.4% | -352.3% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SIMO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling